Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 0.26% | 5.00 CHF | 5.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 251,347 CHF | 251,994 CHF | 96.85% | 96.85% |
18/12/2024 | 0.24% | 5.34 CHF | 5.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 269,086 CHF | 269,739 CHF | 99.45% | 99.45% |
17/12/2024 | 0.24% | 5.44 CHF | 5.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 273,689 CHF | 274,354 CHF | 99.58% | 99.58% |
16/12/2024 | 0.27% | 5.51 CHF | 5.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 277,574 CHF | 278,331 CHF | 100.00% | 100.00% |
13/12/2024 | 0.26% | 5.55 CHF | 5.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 279,627 CHF | 280,355 CHF | 100.00% | 100.00% |
12/12/2024 | 0.28% | 5.59 CHF | 5.60 CHF | 50,000 | 50,000 | 47,913 | 47,913 | 266,800 CHF | 267,528 CHF | 97.51% | 97.51% |
11/12/2024 | 0.27% | 5.51 CHF | 5.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 275,464 CHF | 276,212 CHF | 99.03% | 99.03% |
10/12/2024 | 0.27% | 5.46 CHF | 5.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 274,858 CHF | 275,604 CHF | 100.00% | 100.00% |
09/12/2024 | 0.28% | 5.63 CHF | 5.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 285,004 CHF | 285,804 CHF | 100.00% | 100.00% |
06/12/2024 | 0.26% | 5.67 CHF | 5.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 286,300 CHF | 287,045 CHF | 99.40% | 99.40% |